10:49 New York (Handel von 09:30 - 16:00) 15:49 London (08:00 - 16:30) 16:49 Frankfurt (09:00 - 20:00) 23:49 Tokyo (09:00 - 11:00 | 12:30 - 15:00)
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Performance (%) |
+0,88 |
+3,92 |
+10,24 |
+38,07 |
+53,50 |
+83,20 |
|
Volatilität (%) |
3,67 |
6,42 |
11,37 |
17,01 |
18,95 |
16,17 |
|
Sharpe Ratio |
15,16 |
7,30 |
3,36 |
1,86 |
0,75 |
0,71 |
|
Hoch |
67,39 |
67,39 |
67,39 |
67,39 |
67,39 |
67,39 |
|
Tief |
66,65 |
63,86 |
59,90 |
47,84 |
39,99 |
35,74 |
|
Ø-Preis |
66,96 |
65,62 |
63,63 |
57,13 |
52,32 |
48,15 |
|
Ø-Volumen (in Tsd EUR/Handelstag) |
36 |
48 |
47 |
41 |
59 |
45 |
|
Max. Verlustperiode (Handelstage) |
0 |
7 |
15 |
27 |
222 |
222 |
|
Max. Verlustperiode (Kalendertage) |
0 |
9 |
21 |
37 |
322 |
322 |
|
|
1 Woche |
1 Monat |
3 Monate |
1 Jahr |
3 Jahre |
5 Jahre |
10 Jahre |
Information Ratio |
0,0004 |
5,9439 |
6,1109 |
5,9735 |
5,6365 |
5,5480 |
|
Alpha |
0,0021 |
0,0008 |
0,0006 |
0,0003 |
0,0004 |
0,0003 |
|
Beta |
0,581 |
0,477 |
0,608 |
0,608 |
0,687 |
0,623 |
|
Korrelation |
0,552 |
0,637 |
0,722 |
0,814 |
0,813 |
0,758 |
|
Treynor Ratio |
-0,019 |
0,041 |
0,136 |
0,594 |
0,750 |
1,305 |
|
Tracking Error |
5,591 |
87,344 |
53,202 |
33,895 |
59,973 |
50,795 |
|
Relative Performance |
0,784 |
-0,838 |
-0,364 |
-9,968 |
30,448 |
31,504 |
|